Keyword

random matrices

Description: Random matrices are matrices whose entries or overall values are modeled as random variables, studied in probability, statistics, and mathematical physics.

Primary topic: Random Matrices and Applications (38%)

Wikidata ID: wiki/Q176604

OpenAlex ID: keywords/random-matrices

The Homogeneous Chaos

1938 · Norbert Wiener · American Journal of Mathematics · 3,092

For most large underdetermined systems of linear equations the minimal 𝓁 1 ‐norm solution is also the sparsest solution

2006 · David L. Donoho · Communications on Pure and Applied Mathematics · 2,492

A Simple Proof of the Restricted Isometry Property for Random Matrices

2008 · Richard Baraniuk, Mark Davenport, et al. · Constructive Approximation · 2,375

Random Matrix Theory and Wireless Communications

2004 · Antonia M. Tulino, Sergio Verdú · Foundations and Trends® in Communications and Information Theory · 2,041

Compressed Sensing

2012 · Cambridge University Press eBooks · 1,662

Sparse Solution of Underdetermined Systems of Linear Equations by Stagewise Orthogonal Matching Pursuit

2012 · David L. Donoho, Yaakov Tsaig, et al. · IEEE Transactions on Information Theory · 1,508

High-Dimensional Probability

2018 · Roman Vershynin · Cambridge University Press eBooks · 1,396

An Introduction to Random Matrices

2009 · Greg W. Anderson, Alice Guionnet, et al. · Cambridge University Press eBooks · 1,317

Matrix Variate Distributions

2018 · A.K. Gupta, D.K. Nagar · Chapman & Hall/CRC eBooks · 1,294

Eigenvalues and Condition Numbers of Random Matrices

1988 · Alan Edelman · SIAM Journal on Matrix Analysis and Applications · 1,285

Lectures on the Combinatorics of Free Probability

2006 · Alexandru Nica, Roland Speicher · Cambridge University Press eBooks · 1,053

Products of Random Matrices

1960 · H. Furstenberg, H. Kesten · The Annals of Mathematical Statistics · 1,046

PDF

Random difference equations and Renewal theory for products of random matrices

1973 · Harry Kesten · Acta Mathematica · 989

PDF

Noncommuting Random Products

1963 · Harry Furstenberg · Transactions of the American Mathematical Society · 985

PDF

High-Dimensional Probability: An Introduction with Applications in Data Science

2018 · Roman Vershynin · 937

Consistency in the Analytic Hierarchy Process: a New Approach

2006 · JOSÉ ANTONIO ALONSO, M. TERESA LAMATA · International Journal of Uncertainty Fuzziness and Knowledge-Based Systems · 898

High-Dimensional Statistics

2019 · Martin J. Wainwright · Cambridge University Press eBooks · 886

An Introduction to Matrix Concentration Inequalities

2015 · Joel A. Tropp · Foundations and Trends® in Machine Learning · 798

PDF

Limit laws for Random matrices and free products

1991 · Dan Voiculescu · Inventiones mathematicae · 769

Bayesian approach to extended object and cluster tracking using random matrices

2008 · J.W. Koch · IEEE Transactions on Aerospace and Electronic Systems · 669

Random Matrices, Frobenius Eigenvalues, and Monodromy

1998 · Nicholas Katz, Peter Sarnak · Colloquium Publications - American Mathematical Society/Colloquium Publications · 652

Quantum Chaos: An Introduction

2001 · Eric J. Heller · Physics Today · 648

The mobility edge problem: Continuous symmetry and a conjecture

1979 · Franz Wegner · The European Physical Journal B · 638

For most large underdetermined systems of equations, the minimal 𝓁 1 ‐norm near‐solution approximates the sparsest near‐solution

2006 · David L. Donoho · Communications on Pure and Applied Mathematics · 635

[8] Singular value decomposition: Application to analysis of experimental data

1992 · E.R. Henry, J. Hofrichter · Methods in enzymology on CD-ROM/Methods in enzymology · 612

Works count: 4,599

Citation count: 90,360